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OP Bancorp OPBK

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T03:51:05.994Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.17218679Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:51:04.542232+00:00

Share price$15.02
1D+2.6%
AH$14.60$14.73$14.86$14.99$15.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOPBK
Sold putSold callAH

OP Bancorp options

Live interpolated OPBK call and put midpoint premiums by absolute delta.OP Bancorp$0.17$2.07$3.96$5.86$7.76$10.41$12.75$15.09$17.43$19.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPBK spot · $15.02OPBK PRICE$0.38$0.40$0.58$0.77$0.96$1.15$1.33$1.52$1.89$2.30$2.71$3.12$4.09$0.40$0.46$0.52$0.57$0.63$0.69$1.36$2.18$3.01$4.45$6.12$6.67$7.21
PutsExpensive3.48×
CallsExpensive3.31×
SkewBullish-3.23 pp
Implied moveBalanced±$2.69
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.4391.2%31.9%12.7079.7%18.1%
25Δ17.4568.0%18.8%13.1472.8%15.6%
30Δ17.0571.6%17.4%13.5865.9%13.0%
35Δ16.6675.3%16.0%14.0359.0%10.4%
40Δ16.2678.9%14.6%14.4752.1%7.9%
45Δ15.8682.6%13.2%14.9145.3%5.3%
50Δ15.4686.2%11.8%15.6060.0%5.2%
55Δ15.0689.9%10.4%16.3580.0%5.7%
60Δ14.5194.8%9.2%17.1099.9%6.2%
65Δ13.93100.0%8.0%18.50125.0%6.5%
70Δ13.35105.1%6.9%20.24143.8%6.0%
75Δ12.76110.3%5.7%20.99135.3%4.6%
80Δ11.70133.7%5.1%21.75126.8%3.2%

20Δ

Calls
Pseudo strike
19.43
IV
91.2%
B/E move
31.9%
Puts
Pseudo strike
12.70
IV
79.7%
B/E move
18.1%

25Δ

Calls
Pseudo strike
17.45
IV
68.0%
B/E move
18.8%
Puts
Pseudo strike
13.14
IV
72.8%
B/E move
15.6%

30Δ

Calls
Pseudo strike
17.05
IV
71.6%
B/E move
17.4%
Puts
Pseudo strike
13.58
IV
65.9%
B/E move
13.0%

35Δ

Calls
Pseudo strike
16.66
IV
75.3%
B/E move
16.0%
Puts
Pseudo strike
14.03
IV
59.0%
B/E move
10.4%

40Δ

Calls
Pseudo strike
16.26
IV
78.9%
B/E move
14.6%
Puts
Pseudo strike
14.47
IV
52.1%
B/E move
7.9%

45Δ

Calls
Pseudo strike
15.86
IV
82.6%
B/E move
13.2%
Puts
Pseudo strike
14.91
IV
45.3%
B/E move
5.3%

50Δ

Calls
Pseudo strike
15.46
IV
86.2%
B/E move
11.8%
Puts
Pseudo strike
15.60
IV
60.0%
B/E move
5.2%

55Δ

Calls
Pseudo strike
15.06
IV
89.9%
B/E move
10.4%
Puts
Pseudo strike
16.35
IV
80.0%
B/E move
5.7%

60Δ

Calls
Pseudo strike
14.51
IV
94.8%
B/E move
9.2%
Puts
Pseudo strike
17.10
IV
99.9%
B/E move
6.2%

65Δ

Calls
Pseudo strike
13.93
IV
100.0%
B/E move
8.0%
Puts
Pseudo strike
18.50
IV
125.0%
B/E move
6.5%

70Δ

Calls
Pseudo strike
13.35
IV
105.1%
B/E move
6.9%
Puts
Pseudo strike
20.24
IV
143.8%
B/E move
6.0%

75Δ

Calls
Pseudo strike
12.76
IV
110.3%
B/E move
5.7%
Puts
Pseudo strike
20.99
IV
135.3%
B/E move
4.6%

80Δ

Calls
Pseudo strike
11.70
IV
133.7%
B/E move
5.1%
Puts
Pseudo strike
21.75
IV
126.8%
B/E move
3.2%

Options history

No recorded observations